Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-21 630.717006 645.909790 660.852608 676.651449 692.876555 709.049269 726.384568
2025-12-28 608.686560 630.934005 653.109935 676.872150 701.611598 726.608267 753.773550
2026-01-04 594.800616 622.001370 649.380597 679.007113 710.163216 741.959296 776.866914
2026-01-11 584.465792 615.680979 647.356616 681.912700 718.558268 756.269946 798.025880
2026-01-18 574.910824 609.484572 644.816885 683.637367 725.107506 768.097142 816.053801
2026-01-25 567.960117 605.578478 644.267566 687.050048 733.055874 781.063955 834.982729
2026-02-01 560.919883 601.210144 642.888647 689.248282 739.403646 792.060380 851.569066
2026-02-08 554.643561 597.374210 641.816065 691.519797 745.596813 802.692446 867.592902
2026-02-15 548.132204 593.039585 639.980927 692.748427 750.462199 811.720990 881.733534
2026-02-22 542.313150 589.254850 638.556240 694.244371 755.457046 820.756200 895.772456
2026-03-01 536.462030 585.257560 636.736916 695.151301 759.665206 828.814445 908.644348
2026-03-08 530.206763 580.655007 634.105589 695.020462 762.599347 835.362861 919.758922
2026-03-15 525.489069 577.648099 633.142300 696.655248 767.427658 843.969101 933.155339
2026-03-22 519.995148 573.657157 630.978438 696.849362 770.559556 850.618401 944.314541
2026-03-29 516.197387 571.450268 630.700016 699.056549 775.863070 859.631881 958.091828
2026-04-05 513.163082 570.008685 631.195857 702.058835 782.000107 869.540435 972.864312
2026-04-12 509.451842 567.722035 630.669624 703.840950 786.704269 877.798143 985.750789
2026-04-19 507.112218 566.910396 631.737734 707.367358 793.338413 888.210621 1001.087609
2026-04-26 504.050120 565.213131 631.746873 709.638887 798.505037 896.935118 1014.495436
2026-05-03 501.175597 563.664940 631.867819 711.986171 803.717808 905.688791 1027.935519
2026-05-10 497.706279 561.376006 631.090954 713.255796 807.655007 912.958744 1039.660773
2026-05-17 494.547254 559.382974 630.597999 714.801668 811.869802 920.522067 1051.719847
2026-05-24 491.104716 557.008164 629.617330 715.738873 815.344006 927.208401 1062.754959